CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 0.9843 0.9750 -0.0093 -0.9% 0.9907
High 0.9843 0.9800 -0.0043 -0.4% 0.9930
Low 0.9778 0.9740 -0.0038 -0.4% 0.9740
Close 0.9782 0.9745 -0.0037 -0.4% 0.9745
Range 0.0065 0.0060 -0.0005 -7.7% 0.0190
ATR 0.0056 0.0056 0.0000 0.5% 0.0000
Volume 102 54 -48 -47.1% 466
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 0.9942 0.9903 0.9778
R3 0.9882 0.9843 0.9762
R2 0.9822 0.9822 0.9756
R1 0.9783 0.9783 0.9751 0.9773
PP 0.9762 0.9762 0.9762 0.9756
S1 0.9723 0.9723 0.9740 0.9713
S2 0.9702 0.9702 0.9734
S3 0.9642 0.9663 0.9729
S4 0.9582 0.9603 0.9712
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0375 1.0250 0.9850
R3 1.0185 1.0060 0.9797
R2 0.9995 0.9995 0.9780
R1 0.9870 0.9870 0.9762 0.9838
PP 0.9805 0.9805 0.9805 0.9789
S1 0.9680 0.9680 0.9728 0.9648
S2 0.9615 0.9615 0.9710
S3 0.9425 0.9490 0.9693
S4 0.9235 0.9300 0.9641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9740 0.0190 1.9% 0.0046 0.5% 3% False True 93
10 1.0017 0.9740 0.0277 2.8% 0.0052 0.5% 2% False True 114
20 1.0136 0.9740 0.0396 4.1% 0.0044 0.5% 1% False True 75
40 1.0136 0.9740 0.0396 4.1% 0.0041 0.4% 1% False True 87
60 1.0136 0.9740 0.0396 4.1% 0.0039 0.4% 1% False True 138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 0.9957
1.618 0.9897
1.000 0.9860
0.618 0.9837
HIGH 0.9800
0.618 0.9777
0.500 0.9770
0.382 0.9763
LOW 0.9740
0.618 0.9703
1.000 0.9680
1.618 0.9643
2.618 0.9583
4.250 0.9485
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 0.9770 0.9809
PP 0.9762 0.9787
S1 0.9753 0.9766

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These figures are updated between 7pm and 10pm EST after a trading day.

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